Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 237'577 CHF | 81'192 CHF | 98.48% | 98.48% |
15.05.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'609 CHF | 78'537 CHF | 98.33% | 98.33% |
14.05.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 234'462 CHF | 80'154 CHF | 99.36% | 99.36% |
13.05.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 212'928 CHF | 72'976 CHF | 98.93% | 98.93% |
10.05.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'076 CHF | 71'359 CHF | 99.37% | 99.37% |
08.05.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 703'574 | 234'525 | 222'536 CHF | 76'524 CHF | 99.35% | 99.35% |
07.05.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 230'807 CHF | 79'436 CHF | 94.73% | 94.73% |
06.05.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 232'651 CHF | 80'050 CHF | 99.36% | 99.36% |
03.05.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 225'515 CHF | 77'672 CHF | 99.36% | 99.36% |
02.05.2024 | 3.59% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 205'216 CHF | 70'905 CHF | 99.36% | 99.36% |